+35.9%
LDOS vs IOVA
+78.3%
-42.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.0% | +11.1% | +0.4% |
| 7D | -3.7% | -19.0% | +15.3% | -3.2% |
| 30D | +16.4% | -40.3% | +56.7% | +17.7% |
| 3M | +7.4% | +78.3% | -70.9% | +4.2% |
| 6M | -0.3% | +94.5% | -94.8% | -3.9% |
| YTD | -24.0% | +183.5% | -207.5% | -27.8% |
| 1Y | -29.6% | +327.6% | -357.2% | -33.9% |
| All | +35.9% | +78.3% | -42.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling